Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 83.47%
August 31, 2024 83.47%
July 31, 2024 83.47%
June 30, 2024 83.47%
May 31, 2024 83.47%
April 30, 2024 83.47%
March 31, 2024 83.47%
February 29, 2024 83.47%
January 31, 2024 83.47%
December 31, 2023 83.47%
November 30, 2023 83.47%
October 31, 2023 83.47%
September 30, 2023 83.47%
August 31, 2023 83.47%
July 31, 2023 83.47%
June 30, 2023 83.47%
May 31, 2023 83.47%
April 30, 2023 83.47%
March 31, 2023 83.47%
February 28, 2023 83.47%
January 31, 2023 83.47%
December 31, 2022 83.47%
November 30, 2022 83.47%
October 31, 2022 83.47%
September 30, 2022 82.86%
Date Value
August 31, 2022 81.63%
July 31, 2022 81.63%
June 30, 2022 81.63%
May 31, 2022 80.63%
April 30, 2022 75.06%
March 31, 2022 69.29%
February 28, 2022 62.65%
January 31, 2022 51.40%
December 31, 2021 36.20%
November 30, 2021 36.20%
October 31, 2021 36.20%
September 30, 2021 36.20%
August 31, 2021 36.20%
July 31, 2021 36.20%
June 30, 2021 36.20%
May 31, 2021 36.20%
April 30, 2021 36.20%
March 31, 2021 36.20%
February 28, 2021 36.20%
January 31, 2021 36.20%
December 31, 2020 36.20%
November 30, 2020 46.81%
October 31, 2020 46.81%
September 30, 2020 46.81%
August 31, 2020 46.81%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

36.20%
Minimum
Dec 2020
83.47%
Maximum
Oct 2022
63.54%
Average
75.06%
Median
Apr 2022